+3,615.7%
ALNY vs KIM
+196.9%
+3,418.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +18.7% | -1.7% | +20.4% | +19.3% |
| 3M | -11.0% | -0.8% | -10.2% | -10.6% |
| 6M | -18.9% | +4.4% | -23.3% | -20.0% |
| YTD | -34.6% | +21.2% | -55.8% | -38.5% |
| 1Y | -42.8% | +10.5% | -53.4% | -44.8% |
| 3Y | +29.1% | +47.5% | -18.4% | +12.4% |
| 5Y | +39.6% | +37.1% | +2.5% | +22.6% |
| 10Y | +253.8% | +29.5% | +224.3% | +181.3% |
| All | +3,615.7% | +196.9% | +3,418.9% | +1,952.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling